Volatility forecasts, trading volume, and the ARCH versus option-implied volatility trade-off

An edition of Volatility forecasts, trading volume, and the ARCH versus option-implied volatility trade-off (2004)

Volatility forecasts, trading volume, and the ARCH versus option-implied volatility trade-off

By Glen Donaldson

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Publish Date

2004

Publisher

Federal Reserve Bank of Atlanta

Language

eng

Pages

Description:

subjects: Econometric modeling, Stock price forecasting, Econometric models